Job Title: Risk Strat
We are developing a new valuation and risk engine within our CTRM, aiming to better equip the front office teams. As a core member of the Risk & PnL team, you will play a key role in building this new risk engine.
Responsibilities:
1. Leverage core components of the new risk engine and other parts of the CTRM to produce reports, tools, and functionalities required by the business.
2. Collaborate with the Dev team and business stakeholders to explore functional designs, translate them into technical designs, and implement them in short development cycles.
3. Gain a deep understanding of our trading business, including deal structures and risk management concepts.
This role is at the crossroads of business priorities and technical challenges, requiring you to define problems and solutions creatively.
Requirements:
1. Python: 3+ years of experience developing enterprise-level solutions with Python. Demonstrated expertise in writing robust, maintainable, and extensible code.
2. University degree (Bachelor or Master) in Computer Science, Financial Engineering, or equivalent.
3. Entrepreneurial drive and ability to work independently and collaboratively.
4. Excellent communication and interpersonal skills, with full proficiency in English for business contexts.
Desirable Qualifications:
1. Experience with derivative risk concepts, including option pricing and Greek risk measures, preferably in Commodities.
2. Knowledge of PL / SQL or similar procedural DB programming languages (e.g., T-SQL).
3. Development experience with UIs using React.